http://ir.sinica.edu.tw/handle/201000000A/85612| Title: | A Markov Regime-switching ARMA Approach for Hedging Stock Indices | Authors: | Chen, Chao-Chun Wen-Jen Tsay |
Issue Date: | 2011 | Relation: | JOURNAL OF FUTURES MARKETS 31(2), 165-191 | URI: | http://ir.sinica.edu.tw/handle/201000000A/85612 | ISSN: | http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=Drexel&SrcApp=hagerty_opac&KeyRecord=0270-7314&DestApp=JCR&RQ=IF_CAT_BOXPLOT |
| Appears in Collections: | 經濟研究所 |
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